Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525825.8621 | 350470.9707 | 175354.8914 | 605824.0016 | 73789.7717 | 532034.2298 |
Total P&L (%) | 525.8259 | 350.471 | 175.3549 | 605.824 | 73.7898 | 532.0342 |
Avg Daily Profit (%) | 0.3321 | 0.2214 | 0.1108 | 0.1235 | 0.0349 | 0.1165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125509 | -140778 | -65659 | -1759774 | -1930290 | -1389395 |
Profit Factor | 1.6153 | 1.8129 | 1.4141 | 1.0693 | 1.0162 | 1.1267 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 103 | 48 | 55 | 103 | 48 | 55 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 55.6757 | 52.1739 | 59.1398 | 55.6757 | 52.1739 | 59.1398 |
Ratio Avg Win / Avg Loss | 1.286 | 1.6618 | 0.977 | 0.8513 | 0.9315 | 0.7785 |
Largest Winning Trade | 123863 | 123863 | 46597 | 552268 | 513520 | 552268 |
Largest Losing Trade | -65659 | -46852 | -65659 | -1389395 | -857089 | -1389395 |
Avg Bars in Trades | 98 | 121 | 77 | 98 | 121 | 77 |
Avg Bars in Winners | 79 | 97 | 63 | 79 | 97 | 63 |
Avg Bars in Losers | 123 | 146 | 96 | 123 | 146 | 96 |
Bars Traded | 18296 | 11133 | 7162 | 18296 | 11133 | 7162 |
Profit Streak | 13.5779 | 0 | 14.0779 | 13.5779 | 0 | 14.0779 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483104 | 403782 | -44542 | -171410 | -350629 | -118333 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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